Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47438.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46043.25 Kr¶

PnL: ---------------------------------------> -845.32 Kr¶

DD now: ---------------------------------> -2.45 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:03:03.703122'

Anic Portfolio¶

Today¶

Return: 0.008 %¶

This Week¶

Return: -0.991 %¶

Total¶

Return: 55.301 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
SAAB B 8 1.380000 3455.200000 78.200000 2.320000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.020000 396.000000 41.000000 11.550000 355.000000
MedCap 2 -0.870000 457.000000 36.000000 8.550000 421.000000
Boozt 12 1.290000 1689.600000 35.600000 2.150000 1653.999996
Corem Property Group B 59 -0.860000 611.830000 34.830000 6.040000 576.999999
Intrum 4 5.810000 561.000000 34.000000 6.450000 527.000000
Resurs Holding 22 -0.880000 596.640000 22.640000 3.940000 573.999998
AcadeMedia 12 -1.390000 577.440000 20.440000 3.670000 557.000004
Swedbank A 3 -0.540000 576.600000 12.600000 2.230000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Securitas B 6 0.330000 580.680000 10.680000 1.870000 570.000000
Nordea Bank Abp 29 -0.130000 3464.340000 10.340000 0.300000 3453.999992
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Coor Service Management Hold. 8 0.220000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
CTEK 13 0.220000 530.270000 -3.730000 -0.700000 533.999999
Handelsbanken A 5 -0.090000 539.250000 -6.750000 -1.240000 546.000000
Midsona B 63 0.790000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -2.860000 543.200000 -30.800000 -5.370000 574.000000
International Petroleum Corp. 5 -0.360000 550.500000 -44.070000 -7.410000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.410000 1422.900000 -241.100000 -14.490000 1663.999992
Axfood 13 -2.800000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46043.250000 -845.320000 -2.45047% 46888.564618

Updated:¶

'2023-01-26 14:03:16.855929'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶